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TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
-1.62%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$17.9B
AUM Growth
+$14.1B
Cap. Flow
+$14.7B
Cap. Flow %
82.18%
Top 10 Hldgs %
32.01%
Holding
3,162
New
1,456
Increased
953
Reduced
215
Closed
521

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$18.8M
2
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$18.4M
3
MSFT icon
Microsoft
MSFT
+$18.4M
4
VTI icon
Vanguard Morningstar Total Stock Market ETF
VTI
+$15.6M
5
XOM icon
ExxonMobil
XOM
+$14.2M

Top Sells

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$104M
2
IWB icon
iShares Russell 1000 ETF
IWB
+$54.8M
3
IWN icon
iShares Russell 2000 Value ETF
IWN
+$42M
4
IWO icon
iShares Russell 2000 Growth ETF
IWO
+$34.7M
5
XLRE icon
State Street Real Estate Select Sector SPDR ETF
XLRE
+$20.1M

Sector Composition

Rank Sector Weight
1 Financials 0.77%
2 Technology 0.65%
3 Healthcare 0.56%
4 Consumer Discretionary 0.53%
5 Industrials 0.44%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ADBE icon
101
CALL
Adobe
ADBE
$98.5B
$28.6M 0.16%
132,500
+123,600
+1,389% +$25.1M
MU icon
102
PUT
Micron Technology
MU
$988B
$27.9M 0.16%
535,700
+511,300
+2,095% +$24.5M
XLI icon
103
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$32.5B
$27.9M 0.16%
375,600
+359,800
+2,277% +$27.7M
RTX icon
104
PUT
RTX Corp
RTX
$289B
$27.9M 0.16%
351,805
+343,701
+4,241% +$28.4M
MRK icon
105
PUT
Merck
MRK
$321B
$27.8M 0.16%
534,585
+519,389
+3,418% +$28.1M
DIS icon
106
CALL
Walt Disney
DIS
$167B
$27.6M 0.15%
275,200
+248,700
+938% +$26.4M
AMGN icon
107
CALL
Amgen
AMGN
$209B
$27.6M 0.15%
162,100
+138,000
+573% +$25.3M
MS icon
108
PUT
Morgan Stanley
MS
$330B
$27.6M 0.15%
510,800
+462,900
+966% +$25.6M
MMM icon
109
CALL
3M
MMM
$90.8B
$27.4M 0.15%
149,380
+126,776
+561% +$25.1M
VZ icon
110
PUT
Verizon
VZ
$193B
$27.4M 0.15%
572,800
+525,100
+1,101% +$26.4M
PEP icon
111
PUT
PepsiCo
PEP
$191B
$26.9M 0.15%
246,400
+204,500
+488% +$23.3M
HAL icon
112
CALL
Halliburton
HAL
$26.4B
$26.8M 0.15%
571,500
+393,100
+220% +$19.4M
HON icon
113
PUT
Honeywell
HON
$76.7B
$26.7M 0.15%
204,794
+201,805
+6,752% +$27.9M
CRM icon
114
CALL
Salesforce
CRM
$148B
$26.7M 0.15%
229,400
+191,400
+504% +$22M
COST icon
115
CALL
Costco
COST
$423B
$26.5M 0.15%
140,700
+121,400
+629% +$22.9M
AZO icon
116
CALL
AutoZone
AZO
$49.1B
$26.3M 0.15%
40,500
+38,300
+1,741% +$27.4M
CMG icon
117
PUT
Chipotle Mexican Grill
CMG
$49.4B
$26.2M 0.15%
4,060,000
+3,865,000
+1,982% +$24.3M
KRE icon
118
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.49B
$26.2M 0.15%
433,300
+412,800
+2,014% +$25.6M
SBUX icon
119
PUT
Starbucks
SBUX
$121B
$25.9M 0.15%
447,800
+412,600
+1,172% +$23.9M
TSLA icon
120
PUT
Tesla
TSLA
$1.22T
$25.9M 0.15%
1,461,000
+1,393,500
+2,064% +$30.7M
GILD icon
121
CALL
Gilead Sciences
GILD
$163B
$25.8M 0.14%
341,700
+299,200
+704% +$23.8M
KO icon
122
CALL
Coca-Cola
KO
$381B
$25M 0.14%
575,200
+480,100
+505% +$21.6M
COP icon
123
CALL
ConocoPhillips
COP
$145B
$25M 0.14%
420,900
+392,000
+1,356% +$22.2M
IBB icon
124
PUT
iShares Biotechnology ETF
IBB
$9.52B
$24.9M 0.14%
233,100
+198,900
+582% +$22M
ISRG icon
125
CALL
Intuitive Surgical
ISRG
$126B
$24.8M 0.14%
180,000
+171,000
+1,900% +$23.9M
3 4
5
6 7

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BCM
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OAM
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NOCM
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TIM
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QIM
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RB
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OMG
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Two Sigma Securities's Q1 2018 Portfolio in Review

As of Q1 2018, Two Sigma Securities held 3,162 positions worth $17.9B, up 379% from $3.73B the previous quarter. Its ten largest holdings account for 32% of the portfolio.

Two Sigma Securities deployed $14.7B of net new capital in Q1 2018, opening 1,456 new positions and adding to 953 existing holdings. Its largest new stake was State Street SPDR Dow Jones Industrial Average ETF Trust: 73,303 shares worth $17.7M.

By sector, the portfolio is most concentrated in Financials at 0.77% of assets, down from 1.2% a quarter earlier, followed by Technology and Healthcare.

On the sell side, the largest reduction was iShares Russell 2000 ETF, an estimated $104M trimmed.

  • Two Sigma Securities's largest Q1 2018 buy was State Street SPDR Dow Jones Industrial Average ETF Trust: 73,303 shares worth $17.7M.
  • Two Sigma Securities added most to iShares Core S&P 500 ETF in Q1 2018, an estimated $18.8M increase.
  • Two Sigma Securities's biggest Q1 2018 reduction was iShares Russell 2000 ETF, cutting an estimated $104M.
  • Two Sigma Securities fully exited Vanguard Morningstar Mid-Cap ETF in Q1 2018, selling an estimated $14.7M.
  • Two Sigma Securities's ten largest holdings make up 32% of its $17.9B portfolio in Q1 2018.
  • Two Sigma Securities opened 1,456 new positions and closed 521 in Q1 2018.
  • Two Sigma Securities's portfolio value rose 379% quarter-over-quarter to $17.9B.

Based on Two Sigma Securities's 13F filing for Q1 2018, filed 15 May 2018.